Catching Fire has scenes in a lot of different places, but two zones really stand out as important for the characters and the book: District 12 and the Quarter Quell arena.
Ever heard that cliché "you can never go home again"? It doesn't mean that you can't return to the physical location, but just that stuff changes after you leave. Home will never feel like home again. If you've ever gone off of boarding school or college and returned to your parents' place for summer vacation, you might know the feeling. And that's the feeling Katniss gets when she returns to District 12 after winning the Hunger Games.
A lot has changed in District 12 since the first book: there's a new Head Peacekeeper in town, the officials are cracking down on illegal activity, and, thanks to Katniss and Peeta's big win, the district is just getting a lot more attention from the Capitol and the media.
Things have also changed for Katniss. More specifically, her role in the community is totally different now. The most obvious difference is that she and her family have moved out of their shack in the Seam to the upscale Victor's Village. Katniss is well off now, and she doesn't have to worry about hunting (or poaching, rather) to feed her family. In fact, she has so much food that she gives it away to the poorer people of the district. And she's also more noticeable. She's famous now, and can no longer glide through town more or less anonymously. More unsettling is that she's constantly being watched, and she doesn't feel safe anywhere.
Despite continuing to hunt in the woods, hang out in the hob, and visit her old house, Katniss can't turn back the clock. She can't go back to the way things used to be. It's not just because her home has changed, it's that she's changed too. (For more on Katniss' transformations and identity crisis, check out "Characters: Katniss Everdeen.")
Speaking of clocks, the book's other important setting is the arena where the Quarter Quell is held. This arena, the tributes eventually figure out, is in the shape of a clock. Katniss describes the moment when she understands how it all fits together:
I can almost see the hands ticking around the twelve-sectioned face of the arena. Each hour begins a new horror, a new Gamemaker weapon, and ends the previous. Lightning, blood rain, fog, monkeys – those are the first four hours on the clock. And at ten, the wave. I don't know what happens in the other seven, but I know Wiress is right. (23.1)
It's as though the arena is actually ticking away the last few minutes of their lives. Every hour, on the hour, the tributes face another danger that's designed to kill them – if they don't kill each other first. Everything about the arena is designed to reinforce the idea that they're not safe anywhere – at any moment they could die. Back in District 12, Katniss observed that you have to face your fears. In this arena, you have to outrun them.